A Berry-Esseen Type Bound for the Kernel Density Estimator of Length-Biased Data

Length-biased data are widely seen in applications. They are mostly applicable in epidemiological studies or survival analysis in medical researches. Here we aim to propose a Berry-Esseen type bound for the kernel density estimator of this kind of data.The rate of normal convergence in the proposed...

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Bibliographic Details
Main Authors: P. Asghari, V. Fakoor, M. Sarmad
Format: Article
Language:English
Published: University of Tehran 2015-09-01
Series:Journal of Sciences, Islamic Republic of Iran
Subjects:
Online Access:https://jsciences.ut.ac.ir/article_55314_84b4409865483c3736c46be5ce3efb54.pdf
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Summary:Length-biased data are widely seen in applications. They are mostly applicable in epidemiological studies or survival analysis in medical researches. Here we aim to propose a Berry-Esseen type bound for the kernel density estimator of this kind of data.The rate of normal convergence in the proposed Berry-Esseen type theorem is shown to be O(n^(-1/6) ) modulo logarithmic term as n tends to infinity by a proper choice of the bandwidth.The results of a simulation study is also presented in this paper inorder to examine the performance of the result.
ISSN:1016-1104
2345-6914